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CAFG vs. JHSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CAFG vs. JHSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) and John Hancock Multifactor Small Cap ETF (JHSC). The values are adjusted to include any dividend payments, if applicable.

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CAFG vs. JHSC - Yearly Performance Comparison


2026 (YTD)202520242023
CAFG
Pacer US Small Cap Cash Cows Growth Leaders ETF
7.31%0.17%6.95%20.44%
JHSC
John Hancock Multifactor Small Cap ETF
2.14%6.88%9.74%19.18%

Returns By Period

In the year-to-date period, CAFG achieves a 7.31% return, which is significantly higher than JHSC's 2.14% return.


CAFG

1D
2.95%
1M
-2.69%
YTD
7.31%
6M
5.20%
1Y
13.05%
3Y*
5Y*
10Y*

JHSC

1D
2.34%
1M
-5.84%
YTD
2.14%
6M
3.20%
1Y
16.40%
3Y*
11.55%
5Y*
5.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CAFG vs. JHSC - Expense Ratio Comparison

CAFG has a 0.59% expense ratio, which is higher than JHSC's 0.42% expense ratio.


Return for Risk

CAFG vs. JHSC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAFG
CAFG Risk / Return Rank: 4040
Overall Rank
CAFG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
CAFG Sortino Ratio Rank: 3535
Sortino Ratio Rank
CAFG Omega Ratio Rank: 3232
Omega Ratio Rank
CAFG Calmar Ratio Rank: 4949
Calmar Ratio Rank
CAFG Martin Ratio Rank: 5050
Martin Ratio Rank

JHSC
JHSC Risk / Return Rank: 4444
Overall Rank
JHSC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
JHSC Sortino Ratio Rank: 4444
Sortino Ratio Rank
JHSC Omega Ratio Rank: 4141
Omega Ratio Rank
JHSC Calmar Ratio Rank: 4545
Calmar Ratio Rank
JHSC Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAFG vs. JHSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) and John Hancock Multifactor Small Cap ETF (JHSC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CAFGJHSCDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.76

-0.14

Sortino ratio

Return per unit of downside risk

1.02

1.23

-0.21

Omega ratio

Gain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

1.27

1.17

+0.09

Martin ratio

Return relative to average drawdown

4.89

4.69

+0.19

CAFG vs. JHSC - Sharpe Ratio Comparison

The current CAFG Sharpe Ratio is 0.62, which is comparable to the JHSC Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of CAFG and JHSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CAFGJHSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.76

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.35

+0.25

Correlation

The correlation between CAFG and JHSC is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CAFG vs. JHSC - Dividend Comparison

CAFG's dividend yield for the trailing twelve months is around 0.32%, less than JHSC's 1.10% yield.


TTM20252024202320222021202020192018
CAFG
Pacer US Small Cap Cash Cows Growth Leaders ETF
0.32%0.35%0.36%0.39%0.00%0.00%0.00%0.00%0.00%
JHSC
John Hancock Multifactor Small Cap ETF
1.10%1.13%0.96%0.98%1.13%1.08%1.12%1.14%1.09%

Drawdowns

CAFG vs. JHSC - Drawdown Comparison

The maximum CAFG drawdown since its inception was -23.66%, smaller than the maximum JHSC drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for CAFG and JHSC.


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Drawdown Indicators


CAFGJHSCDifference

Max Drawdown

Largest peak-to-trough decline

-23.66%

-42.66%

+19.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-14.36%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-25.21%

Current Drawdown

Current decline from peak

-3.74%

-7.32%

+3.58%

Average Drawdown

Average peak-to-trough decline

-5.81%

-7.90%

+2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.59%

-0.19%

Volatility

CAFG vs. JHSC - Volatility Comparison

Pacer US Small Cap Cash Cows Growth Leaders ETF (CAFG) has a higher volatility of 7.41% compared to John Hancock Multifactor Small Cap ETF (JHSC) at 6.20%. This indicates that CAFG's price experiences larger fluctuations and is considered to be riskier than JHSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAFGJHSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

6.20%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

13.24%

12.24%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.41%

21.66%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

20.20%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.76%

22.35%

-2.59%